+7.3%
ACGL vs TRU
-16.5%
+23.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.1% | -6.5% | +4.4% | -1.2% |
| 30D | -2.2% | -2.5% | +0.3% | -1.8% |
| 3M | +6.3% | +10.4% | -4.0% | +5.0% |
| 6M | +0.5% | +1.6% | -1.1% | -0.4% |
| YTD | +0.2% | -9.7% | +9.9% | +0.5% |
| 1Y | +7.3% | -17.3% | +24.5% | +9.8% |
| All | +7.3% | -16.5% | +23.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling